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Re: st: Formula for weighted standard error
From
Steven Samuels <[email protected]>
To
[email protected]
Subject
Re: st: Formula for weighted standard error
Date
Wed, 17 Nov 2010 15:31:48 -0500
The formula is also given in any sampling book and you can find it in
online class notes as well. By the way, proper spelling of our
program is "Stata", not "STATA", as shown in the FAQ Section 9
Steve
[email protected]
On Nov 17, 2010, at 2:42 PM, Stas Kolenikov wrote:
On Wed, Nov 17, 2010 at 1:08 PM, Emre Ozaltin <[email protected]>
wrote:
I am running the command
"svy: mean"
using pweights
"svyset [pweight=X], psu(Y) strata(Z) singleunit(certainty)"
Can anyone tell me the formula that STATA uses in calculating the
standard error in this case (reported as "Linearized Std. Err.")
Two abbreviations come to mind: OMG and RTFM. The general formula is
in the manual, and so is the discussion of the singleton PSU options
(and how the variances are computed for those options), although you
might have to spend a minute or two locating it if it is not right
there in the entry for -svyset-.
--
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
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